Add to ORKGThis paper examines the interrelation between short selling and volatility as differing from previous research in that it focuses on intraday activities rather than the daily price movements. We demonstrate that the effects of short selling activity changes during the two sessions of the day and rest of trading hours. The study also presents evidence that there is a considerable amount of short selling activity in the Istanbul Stock Exchange(ISE), particularly at the beginning of opening sessions, which significantly impacts the volatility of the market for the rest of the trading day
While theoretical models strongly suggest that short-sales are mainly driven by private information,...
Abstract In this paper, we examine the effect of market-wide short-sale restrictions on skewness, vo...
I look to explore the findings of Boehmer et al. (2010) and in particular test across model specific...
This paper examines the interrelation between short selling and volatility as differing from previou...
This paper examines the impacts of the intraday short selling (IDSS) framework on stock prices, vola...
In this thesis, we examine the traders shorting behavior before and after the short interest settlem...
This study examines the volatility of daily stock returns and the volatility of returns during tradi...
This dissertation consists of two essays on short sellers' trading behavior. The first essay examine...
This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest peri...
Short selling is a common practice in many developed markets. However, due to the lack of a suitable...
We test the Chen and Singal (2003) hypothesis that speculative short sellers add to the selling pres...
Short selling regulations have been changed few times in a decade in the Malaysian Stock Exchange ma...
This paper contributes empirical evidence to the on-going debate on short sales. Our examination of ...
The purpose of this thesis is to study the trading behavior of short sellers. More specifically, we...
Short selling is an important strategy that investors take short position on stock with the expecta...
While theoretical models strongly suggest that short-sales are mainly driven by private information,...
Abstract In this paper, we examine the effect of market-wide short-sale restrictions on skewness, vo...
I look to explore the findings of Boehmer et al. (2010) and in particular test across model specific...
This paper examines the interrelation between short selling and volatility as differing from previou...
This paper examines the impacts of the intraday short selling (IDSS) framework on stock prices, vola...
In this thesis, we examine the traders shorting behavior before and after the short interest settlem...
This study examines the volatility of daily stock returns and the volatility of returns during tradi...
This dissertation consists of two essays on short sellers' trading behavior. The first essay examine...
This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest peri...
Short selling is a common practice in many developed markets. However, due to the lack of a suitable...
We test the Chen and Singal (2003) hypothesis that speculative short sellers add to the selling pres...
Short selling regulations have been changed few times in a decade in the Malaysian Stock Exchange ma...
This paper contributes empirical evidence to the on-going debate on short sales. Our examination of ...
The purpose of this thesis is to study the trading behavior of short sellers. More specifically, we...
Short selling is an important strategy that investors take short position on stock with the expecta...
While theoretical models strongly suggest that short-sales are mainly driven by private information,...
Abstract In this paper, we examine the effect of market-wide short-sale restrictions on skewness, vo...
I look to explore the findings of Boehmer et al. (2010) and in particular test across model specific...